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SB 10.33.35

gopīnāṁ tat-patīnāṁ ca
 sarveṣām eva dehinām
yo ’ntaś carati so ’dhyakṣaḥ
 krīḍaneneha deha-bhāk
Synonyms: 
gopīnām — of the gopīs; tat-patīnām — of their husbands; ca — and; sarveṣām — of all; eva — indeed; dehinām — embodied living beings; yaḥ — who; antaḥ — within; carati — lives; saḥ — He; adhyakṣaḥ — the overseeing witness; krīḍanena — for sport; iha — in this world; deha — His form; bhāk — assuming.
Translation: 
He who lives as the overseeing witness within the gopīs and their husbands, and indeed within all embodied living beings, assumes forms in this world to enjoy transcendental pastimes.
Purport: 

We certainly do not assume our bodies to enjoy transcendental pastimes, as the Lord does. We eternal souls have accepted material bodies by force because of our foolish attempt to enjoy this material world. The Lord’s forms are all eternal, spiritual existence and cannot be reasonably equated with our temporary flesh.

Since Lord Kṛṣṇa is the Supreme Lord dwelling within the gopīs, their so-called husbands and all other living beings, what possible sin could there be on His part if He embraces some of the beings He Himself has created? What fault could there be if the Lord goes with the gopīs to a secret place, since He already dwells within the most secret part of every living being, the core of the heart?